0
$\begingroup$

I am trying to find the distribution/pdf for the sum of squared $X_i$ iid observations from the normal distribution $X_1 ,..., X_n$ ~ $N(\alpha , \alpha)$, i.e. $X_1 ^2 + X_2 ^2 +...+ X_n ^2$.

I was able to find this on Overflow, but I would really appreciate some clarification.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.